The fact that she previously lent the painting to the Tate for a 2005 Kahlo exhibit gave the curators a false sense of hope throughout their trials with Madonna’s camp.

“To many of us, her lending to the Tate was a bit of a surprise because she hadn’t lent before,” said DIA director Graham Beal. “For a moment there we thought we might have a chance, but it just didn’t work out.”

Pam Marcil, the museum’s PR Director, told artnet News: “There’s really not much to say. We tried to get the painting for the exhibition and it just didn’t work out.”

My Birth, which depicts the birth of Kahlo (an adult Kahlo), to a mother whose upper body is covered in a sheet, is apparently very important to the musician.

“If somebody doesn’t like this painting,” Madonna told Vanity Fair in 1990, “then I know they can’t be my friend.”

While Madonna managed to hang on to her Kahlo, even at the expense of an important exhibition in her home state, she hasn’t been so lucky with all of her art collection.